The Footsie versus the midcaps and AIM

Abstract In this notebook, I take a look at the relationships between the returns on the Footsie, and those for the midcaps and the AIM over the last decade. I found that there is a strong correlation between the Footsie and the midcaps, but a weaker correlation to the AIM. The midcaps have tended to amplify the gains of the Footsie, but the AIM market has lost money over the last decade.

For the very geeky out there, I have bundled the underlying ipython3 notebook and data in a zip file:, so you can experiment with it if you wish.

About mcturra2000

Computer programmer living in Scotland.
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